+112.0%
KKR vs ALHC
-61.4%
+173.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.1% |
| 7D | +1.6% | +0.3% | +1.4% | +1.6% |
| 30D | +14.5% | -10.6% | +25.1% | +15.7% |
| 3M | -15.0% | -45.3% | +30.4% | -10.3% |
| 6M | +1.0% | -59.7% | +60.7% | +8.6% |
| YTD | -22.6% | -62.7% | +40.1% | -16.5% |
| 1Y | -18.2% | -56.1% | +37.9% | -13.3% |
| 3Y | +56.4% | +21.3% | +35.1% | +39.1% |
| 5Y | +29.6% | -66.0% | +95.5% | +26.9% |
| All | +112.0% | -61.4% | +173.3% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling